Steep Moving Average Angle Filters for Trend Entries and Exits

Summary

This trend-following expert advisor uses the slope of a simple moving average, expressed as an angle, to distinguish directional markets from flat conditions. It also measures price distance from the average as a percentage to avoid entries after a move has already stretched. Signals are evaluated at candle close and require the angle to pass direction-specific thresholds, the close to be on the corresponding side of the average, and the deviation to stay below a configured cap.

The document describes staged stop management: moving the stop beyond breakeven after a profit threshold, tightening it at specified deviation levels, and adjusting it when price crosses the average against the position. It also records entries and stop changes, along with market and account fields, in a local database for later review. No performance results or comparative tests are provided, and the suggested thresholds are parameters rather than evidence of effectiveness. The approach is presented as most suited to smooth directional moves and may need tuning across instruments and timeframes.

Key ideas

• The moving average angle is used to avoid trading when the market appears range-bound.
• Entries combine angle thresholds, closing-price direction, and a maximum price-to-average deviation.
• Stop levels are tightened in stages as profits grow, deviation expands, or the trend reverses.
• Trade and stop events are logged with contextual data for later analysis.
• The document provides no backtest evidence, so effectiveness and parameter robustness remain unestablished.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.